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subject:"Forecasting model"
~isPartOf:"The econometrics journal"
~person:"Gao, Jiti"
~subject:"Bootstrap-Verfahren"
~subject:"Schätztheorie"
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Forecasting model
Bootstrap-Verfahren
Schätztheorie
Estimation theory
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Edgeworth expansion
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Local power function
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Gao, Jiti
Baltagi, Badi H.
4
Perron, Pierre
4
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4
Shin, Youngki
4
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3
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The econometrics journal
Working paper / Department of Econometrics and Business Statistics, Monash University
62
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10011345989
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2
Non-parametric time-varying coefficient panel data models with fixed effects
Li, Degui
;
Chen, Jia
;
Gao, Jiti
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 387-408
Persistent link: https://www.econbiz.de/10009382522
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